+651.7%
MCD vs MSCI
+2,756.4%
-2,104.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -6.0% | +0.6% | -6.6% | -6.2% |
| 3M | -5.6% | -7.1% | +1.5% | -4.3% |
| 6M | -21.9% | +0.8% | -22.7% | -22.3% |
| YTD | -14.7% | +1.0% | -15.7% | -15.5% |
| 1Y | -17.3% | +4.3% | -21.6% | -18.8% |
| 3Y | -2.2% | +9.9% | -12.1% | -6.4% |
| 5Y | +20.3% | -6.8% | +27.0% | +16.6% |
| 10Y | +180.7% | +614.7% | -434.0% | +80.2% |
| All | +651.7% | +2,756.4% | -2,104.7% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling